SAN vs. ^IBEX

In the year-to-date period, SAN achieves a 76.88% return, which is significantly higher than ^IBEX's 23.09% return. Over the past 10 years, SAN has outperformed ^IBEX with an annualized return of 5.12%, while ^IBEX has yielded a comparatively lower 2.34% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Banco Santander, S.A. (SAN) and IBEX 35 Index (^IBEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current SAN Sharpe Ratio is 1.82, which is comparable to the ^IBEX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of SAN and ^IBEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum SAN drawdown since its inception was -80.30%, which is greater than ^IBEX's maximum drawdown of -62.65%. Use the drawdown chart below to compare losses from any high point for SAN and ^IBEX. For additional features, visit the drawdowns tool.

Banco Santander, S.A. (SAN) has a higher volatility of 7.76% compared to IBEX 35 Index (^IBEX) at 3.06%. This indicates that SAN's price experiences larger fluctuations and is considered to be riskier than ^IBEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.